-62.8%
QS vs BB
+85.8%
-148.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.4% | -2.7% | -4.2% |
| 7D | -14.0% | +1.8% | -15.8% | -14.5% |
| 30D | -6.4% | +8.1% | -14.5% | -9.6% |
| 3M | -40.3% | -1.0% | -39.3% | -40.9% |
| 6M | -57.5% | +45.9% | -103.4% | -64.6% |
| YTD | -64.7% | +134.8% | -199.5% | -76.0% |
| 1Y | -72.9% | +104.6% | -177.5% | -80.6% |
| 3Y | -33.5% | +152.8% | -186.3% | -58.2% |
| 5Y | -90.5% | -17.4% | -73.1% | -92.1% |
| All | -62.8% | +85.8% | -148.6% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling